- [21]Yao Jinran, Gan Siqing.Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs[J].Applied Mathematics and Computation, 2018, 339: 294-301.
- [22]Gan Siqing, Yao Jinran.Dissipativity of θ-methods for nonlinear delay differential equations[J].Numer. Math. Theor. Meth. Appl., 2018, 11 (3) : 477-490.
- [23]Hu Jinhao, Gan Siqing.High order method for Black–Scholes PDE[J].Computers and Mathematics with Applications, 2018, 75 (7) : 2259-2270.
- [24]Xu Da, Gan Siqing, Chen Hongbin.A fractional trapezoidal rule type difference scheme for fractional order integro-differential equation[J].Journal of Fractional Calculus and Applications, 2016, 7 (1) : 133-146.
- [25]Xu Da & Liu Qiwen, Gan Siqing, Chen Hongbin.A second-order BDF compact difference scheme for fractional-order Volterra equation[J].International Journal of Computer Mathematics, 2015, 93: 1140-1154.
- [26]Yin Zhengwei, Gan Siqing.An improved Milstein method for stiff stochastic differential equations[J].Advances in Difference Equations, 2015
- [27]Sun Xianming, Gan Siqing, Vanmaele Michèle.Analytical approximation for distorted expectations[J].Statistics & Probability Letters, 2015, 107: 246-252.
- [28]Wang Xiaojie, Gan Siqing, Wang Desheng.θ-Maruyama methods for nonlinear stochastic differential delay equations[J].Applied Numerical Mathematics, 2015, 98: 38-58.
- [29]Gan Siqing.Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space[J].Advances in Difference Equations, 2015
- [30]Yin Zhengwei, Gan Siqing.Chebyshev spectral collocation method for stochastic delay differential equations[J].Advances in Difference Equations, 2015
- [31]Yin Zhengwei, Gan Siqing.An error corrected Euler-Maruyama method for stiff stochastic differential equations[J].Applied Mathematics and Computation, 2015, 256 (1) : 630-641.
- [32]Wang Xiaojie, Gan Siqing, Tang Jingtian.Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise[J].SIAM Journal on Scientific Computing, 2014, 36 (6) : 2611-2632.
- [33]Gan Siqing, Xiao Aiguo, Wang Desheng.Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations[J].Journal of Computational and Applied Mathematics, 2014, 268: 5-22.
- [34]Sun Xianming, Gan Siqing.An Efficient Semi-Analytical Simulation for the Heston Model[J].Computational Economics, 2014, 43 (4) : 433-445.
- [35]Hu Lin, Gan Siqing.Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps[J].Applied Mathematics and Computation, 2013, 223: 281-297.
- [36]Gan Siqing, Shang Zaijiu, Sun Geng.A class of symplectic partitioned Runge-Kutta methods[J].Applied Mathematics Letters, 2013, 26 (9) : 968-973.
- [37]Li Qiyong, Gan Siqing, Wang Xiaojie.Compensated stochastic theta methods for stochastic differential delay equations with jumps[J].International Journal of Computer Mathematics, 2013, 90 (5) : 1057-1071.
- [38]李启勇, 甘四清, 张浩敏.随机延迟积分微分方程改进分步向后Euler方法的均方指数稳定性[J].数值计算与计算机应用, 2013, 34 (4) : 241-248.
- [39]Wang Xiaojie, Gan Siqing.A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise[J].Numerical Algorithms, 2013, 62 (2) : 193-223.
- [40]Wang Xiaojie, Gan Siqing.The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients[J].Journal of Difference Equations and Applications, 2013, 19 (3) : 466-490.